You can enter any train or locomotive you wish: exit the vehicle with F4 key, then move near the vehicle you want to drive and press F5 to "capture" it, then you can drive this vehicle.
For example, in L053 scenarios (noc, poludnie, poranek, wieczor) you can drive short EMU missions and when you end go to a shunting locomotive and do its mission, and perhaps you form an interesting goods consist and you want to drive it, you can. Press Shift q to activate autopilot. Let the computer drive the shunting locomotive and wait for other locomotive approaching to the consist, when it's near you can "capture" it by pressing F5 key.
Recently I've played L053 in this way and it's very exciting. In many scenarios you can play this way, but L053 scenarios are specially able to this, them have very interdependent missions, for example, to drive a passenger train you must wait for a shunting locomotive to put the cars in the platform. Virtually any vehicle you enter will have a mission, there are only few static vehicles.
To view what you must do when you enter any vehicle, keep "Scenario" window opened, press F3 if it is closed.